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James Mitchell

Global rank #5570 93%

Institution: Federal Reserve Bank of Cleveland

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/view/jamesmitchell

First Publication: 2002

Most Recent: 2025

RePEc ID: pmi127 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.50 4.86 0.00 6.37
Last 10 Years 0.00 1.17 5.36 0.00 8.21
All Time 0.00 2.35 12.23 0.00 18.77

Publication Statistics

Raw Publications 23
Coauthorship-Adjusted Count 18.34

Publications (23)

Year Article Journal Tier Authors
2025 Are revisions to state-level GDP data in the US well behaved? Economics Letters C 2
2024 Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates International Journal of Forecasting B 4
2024 Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics Journal of Applied Econometrics B 3
2024 Communicating Data Uncertainty: Multiwave Experimental Evidence for UK GDP Journal of Money, Credit, and Banking B 2
2023 Reconciled Estimates of Monthly GDP in the United States Journal of Business & Economic Statistics A 4
2023 Real‐Time Perceptions of Historical GDP Data Uncertainty Oxford Bulletin of Economics and Statistics B 2
2023 Censored density forecasts: Production and evaluation Journal of Applied Econometrics B 2
2021 Does judgment improve macroeconomic density forecasts? International Journal of Forecasting B 3
2020 Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 Journal of Applied Econometrics B 4
2019 R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability Journal of Business & Economic Statistics A 3
2015 Generalised density forecast combinations Journal of Econometrics A 4
2014 A nonlinear panel data model of cross-sectional dependence Journal of Econometrics A 3
2014 Density Nowcasts and Model Combination: Nowcasting Euro-Area GDP Growth over the 2008–09 Recession Oxford Bulletin of Economics and Statistics B 3
2014 Measuring output gap nowcast uncertainty International Journal of Forecasting B 3
2013 EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA Journal of Applied Econometrics B 3
2012 Monthly GDP estimates for inter-war Britain Explorations in Economic History B 3
2011 The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys International Journal of Forecasting B 3
2011 Combining VAR and DSGE forecast densities Journal of Economic Dynamics and Control B 4
2011 Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness Journal of Applied Econometrics B 2
2007 Combining density forecasts International Journal of Forecasting B 2
2007 Uncertainty in UK manufacturing: Evidence from qualitative survey data Economics Letters C 3
2005 Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation* Oxford Bulletin of Economics and Statistics B 2
2002 The use of non-normal distributions in quantifying qualitative survey data on expectations Economics Letters C 1